OverviewChartNewsTraderScreen

DZ Bank Call 27.5 VVD 20.06.2025/  DE000DJ40CK1  /

Frankfurt Zert./DZB
04/10/2024  21:04:55 Chg.+0.040 Bid04/10/2024 Ask04/10/2024 Underlying Strike price Expiration date Option type
0.350EUR +12.90% 0.350
Bid Size: 25,000		 0.380
Ask Size: 25,000		 VEOLIA ENVIRONNE. EO... 27.50 EUR 20/06/2025 Call
 

Master data

WKN: DJ40CK
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 27.50 EUR
Maturity: 20/06/2025
Issue date: 21/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.47
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.13
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 0.13
Time value: 0.21
Break-even: 30.90
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 9.68%
Delta: 0.67
Theta: -0.01
Omega: 5.67
Rho: 0.11
 

Quote data

Open: 0.330
High: 0.350
Low: 0.330
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.26%
1 Month
  -5.41%
3 Months
  -10.26%
YTD
  -7.89%
1 Year  
+12.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.310
1M High / 1M Low: 0.400 0.310
6M High / 6M Low: 0.580 0.240
High (YTD): 06/06/2024 0.580
Low (YTD): 05/08/2024 0.240
52W High: 06/06/2024 0.580
52W Low: 05/08/2024 0.240
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   0.374
Avg. volume 1Y:   0.000
Volatility 1M:   88.71%
Volatility 6M:   98.51%
Volatility 1Y:   92.60%
Volatility 3Y:   -